Point Estimation on Relative Risk under Inverse Sampling

When the underlying disease is rare, to control the coefficient of variation for the sample proportion of cases, we may wish to apply inverse sampling. In this paper, we derive the uniformly minimum variance unbiased estimator (UMVUE) of relative risk and its variance in closed form under inverse sampling. On the basis of a Monte Carlo simulation, we demonstrate that using the UMVUE of relative risk can substantially reduce the mean-squared-error of using the maximum likelihood estimator, especially when the number of index cases in both comparison samples is small. For a given fixed total cost, we include a program that can be used to find the optimal allocation for the number of index cases to minimize the variance of the UMVUE as well.     

Estimation of a Difference in Finite Populations with Missing Observations

Sampling strategies for the difference are constructed when missing observations are present. Two different situations are analyzed. One of them is related with a non random device settled by the statistician for reducing costs. The other is a non response problem. An unbiased minimum variance estimator is obtained in the first case and an approximation to it is deduced. The unbiased estimation in the second is associated with subsampling tactics.     

Interval Estimation of Simple Difference in Dichotomous Data with Repeated Measurements

When comparing two treatments, we often use the simple difference between the probabilities of response to measure the efficacy of one treatment over the other. When the measurement of outcome is unreliable or the cost of obtaining additional subjects is high relative to that of additional measurements from the obtained subjects, we may often consider taking more than one measurement per subject to increase the precision of an interval estimator. This paper focuses discussion on interval estimation of simple difference when we take repeated measurements per subject. This paper develops four asymptotic interval estimators of simple difference for any finite number of measurements per subject. This paper further applies Monte Carlo simulation to evaluate the finite‐sample performance of these estimators in a variety of situations. Finally, this paper includes a discussion on sample size determination on the basis of both the average length and the probability of controlling the length of the resulting interval estimate proposed elsewhere.     

Notes in Case-Control Studies with Matched Pairs under Inverse Sampling

In case-control studies with matched pairs, the traditional point estimator of odds ratio (OR) is well-known to be biased with no exact finite variance under binomial sampling. In this paper, we consider use of inverse sampling in which we continue to sample subjects to form matched pairs until we obtain a pre-determined number (>0) of index pairs with the case unexposed but the control exposed. In contrast to use of binomial sampling, we show that the uniformly minimum variance unbiased estimator (UMVUE) of OR does exist under inverse sampling. We further derive an exact confidence interval of OR in closed form. Finally, we develop an exact test and an asymptotic test for testing the null hypothesis H₀: OR = 1, as well as discuss sample size determination on the minimum required number of index pairs for a desired power at α-level.     

Estimation of Population Regression Coefficient in Successive Sampling

An attempt has been made to derive the theory of successive sampling for estimation of regression coefficient. The situations considered are estimation of regression coefficient for current occasion, estimation of change of regression coefficients over two occasions and estimation of average of regression coefficients over two occasions. The expressions of optimum estimators along with their variances have been worked out. On comparing their efficiencies empirically, it has been observed that similar to the estimation of mean, successive sampling can also be used with advantage for estimation of regression coefficient.     

On a Simple Procedure of Inclusion Probability Proportional to Sizes (IPPS) Sampling

A simple method of inclusion probability proportional to sizes is proposed for samples of size three units. It is shown that the variance of the HORVITZ -THOMPSON estimator based on the proposed sampling scheme is uniformly smaller than that of the customary estimator used in the probability proportional to sizes with replacement sampling. Further, its performance over RAO -HARTLEY -COCHRAN and SAMPFORD sampling schemes has been studied empirically for some of the natural populations.     

Confidence Intervals for the Risk Ratio in Cohort Studies under Inverse Sampling

Three simple interval estimates for the risk ratio in inverse sampling are considered. The first two interval estimates are derived on the basis of Fieller's Theorem and the delta method with the logarithmic transformation, respectively. The third interval estimate is derived on the basis of an F-test statistic proposed by BENNETT (1981) for testing equal probabilities of a disease between two comparison groups when the disease is rare. To evaluate the performance of these three methods, a Monte Carlo simulation is used to compare the actual coverage probability with the nominal confidence level for each method and to estimate the expected length of the corresponding confidence interval in a variety of situations. On the basis of the results found in the simulation, we have concluded that the method with the logarithmic transformation is either equivalent to or better than the other two methods for all situations considered here.     

Estimation of Finite and Closed Population Size: An Inverse Sampling Approach with Unequal Recapture Probability

Based on capture-mark-recapture sampling methods the problem of estimating unknown population size was considered. The sampling started with the assumption that at the beginning of the experiment all the individuals were unmarked, and the unmarked individuals caught in each sample will be marked and returned to the original population before the next sample is drawn. It is also assumed that the population is closed by birth, death, emigration and immigration. Using a general inverse sampling approach, the unknown population size N is estimated by a maximum likelihood estimator (MLE), and a simple form for approximate MLE is obtained. The probability function for S (the minimum number of samples required to be drawn to have L (L ≥ 1) samples, each of which contains at least one marked individual) and the form for E[S] are also obtained. In addition, corrections and improvements of some previous works in this field are given.     

A Note on Interval Estimation of the Simple Difference in Data with Correlated Matched Pairs

When we employ cluster sampling to collect data with matched pairs, the assumption of independence between all matched pairs is not likely true. This paper notes that applying interval estimators, that do not account for the intraclass correlation between matched pairs, to estimate the simple difference between two proportions of response can be quite misleading, especially when both the number of matched pairs per cluster and the intraclass correlation between matched pairs within clusters are large. This paper develops two asymptotic interval estimators of the simple difference, that accommodate the data of cluster sampling with correlated matched pairs. This paper further applies Monte Carlo simulation to compare the finite sample performance of these estimators and demonstrates that the interval estimator, derived from a quadratic equation proposed here, can actually perform quite well in a variety of situations.     

Unbiased Estimation of Odds Ratio by Using Negative Binomial Plans

The use of the negative binomial distribution in both the numerator and denominator in prospective studies leads to an unbiased estimate of the odds ratio and an exact expression for its variance. Sample sizes that minimize the variance of odds ratio estimates are specified. The variance of the odds ratio estimate is shown to be close to the Cramér-Rao lower bound.     

Some Early Developments in Ratio Estimation

John Graunt (1662) was the first to estimate the ratio y/x where y represents the total population and x the known total number of registered births in the same areas during the preceding year. About 1765 Messance (Stephan, 1948) and Moheau (1778) published very carefully prepared estimates for France based on enumeration of population in certain districts and on the count of births, deaths and marriages as reported for the whole country. The districts from which the ratio of inhabitants to birth was determined only constituted a sample. Laplace (1786) prepared similar estimates in 1802 based on a two-stage sampling plan. Recently Hansen and Hurwitz (1943) showed that the ratio estimate (y_i/n_i)X of Y is unbiased where all x_i's are known and the n^th cluster is selected with p.p.s. More recently Hájek (1949), Lahiri (1951), Midzuno (1952) and Sen (1952) developed independently the sampling of n clusters with p.p.s to the totals of the sizes of the sample clusters S(x_i). Des Raj (1954) and Sen (1952, 1953) gave unbiased estimate of the variance of the estimator which was generally non-negative for samples with smaller probabilities. Rao and Vijayan (1977) gave an unbiased estimator which is non-negative for samples with larger probabilities. Hájek (1949) provided an almost unbiased estimator of the variance of the estimator. The paper discusses situations where Hájek's estimator of variance should be preferred to the Rao-Vijayan estimator and vice versa.     

Hypothesis Testing Procedures for a Series of Independent Fourfold Tables under Inverse Sampling

This paper considers four summary test statistics, including the one recently proposed by Bennett (1986, Biometrical Journal 28, 859–862), for hypothesis testing of association in a series of independent fourfold tables under inverse sampling. This paper provides a systematic and quantitative evaluation of the small-sample performance for these summary test statistics on the basis of a Monte Carlo simulation. This paper notes that the test statistic developed by Bennett (1986) can be conservative and thereby possibly lose the power when the underlying disease is not rare. This paper also finds that for given a fixed total number of cases in each table, the conditional test statistic is the best in controlling type I error among all test statistics considered here.     

Notes on Confidence Limits for the Odds Ratio in Case-Control Studies under Inverse Sampling

When the disease of interest is rare or chronic, we often apply the case control study design and the odds ratio to determine the possibly risk factors. In this paper, three simple closed-form interval calculation procedures for the odds ratio under inverse sampling are proposed. Results on the basis of a Monte Carlo simulation to evaluate and compare the performance of these three procedures are presented. A discussion on the limitation of the proposed procedures when the probability of exposure is extremely common in both the case and the control groups and a suggestion to overcome this limitation are included as well.